+5.2%
EXC vs IBB
+48.8%
-43.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.3% |
| 30D | -3.7% | +10.5% | -14.2% | -3.6% |
| 3M | -1.3% | +23.6% | -24.9% | -1.0% |
| 6M | -9.7% | +22.6% | -32.3% | -9.6% |
| YTD | +2.9% | +25.7% | -22.8% | +2.8% |
| All | +5.2% | +48.8% | -43.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling